Optimal control of martingales in a radially symmetric environment (Q2698480): Difference between revisions

@@ Property / cites work @@
+Irreducible convex paving for decomposition of multidimensional martingale transport plans
+Normal rank
@@ Property / cites work @@
+Volatility and arbitrage
@@ Property / cites work: Volatility and arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Structure of optimal martingale transport plans in general dimensions
+Normal rank
@@ Property / cites work @@
+Superreplication of European multiasset derivatives with bounded stochastic volatility
+Normal rank
@@ Property / cites work @@
+Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
+Normal rank
@@ Property / cites work @@
+Relative arbitrage: Sharp time horizons and motion by curvature
+Normal rank
@@ Property / cites work @@
+Optimal martingale transport between radially symmetric marginals in general dimensions
+Normal rank
@@ Property / cites work @@
+Brownian Motion
@@ Property / cites work: Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4115333
@@ Property / cites work: Q4115333 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal transportation under controlled stochastic dynamics
+Normal rank
@@ Property / cites work @@
+Optimal stochastic control, stochastic target problems, and backward SDE.
+Normal rank
@@ Property / cites work @@
+Q4349221
@@ Property / cites work: Q4349221 / rank @@
+Normal rank